Interest Rates Derivatives

ird-august-1-14
  • Overall rates trading was down 23% from the previous week
  • 22% less volume was cleared, and 24% less was executed On SEF than in the previous week
  • 79% of total notional was cleared this week, which was consistent with last week
  • 55% of total notional was executed On SEF this week vs. 56% last week

Go to the SwapsInfo IRD Price/Transaction page

 

Credit Default Swaps

cds-august-1-14
  • Overall CDS notional amounts climbed 52% from the previous week
  • Notional cleared was up 59%, and 67% more was executed On SEF than in the previous week
  • 85% of total notional was cleared this week, up from 82% last week
  • 78% of total notional was executed on SEF this week, up from 72% last week

Go to the SwapsInfo CDS Price/Transaction page

 

Weekly On-SEF Notional

sef-august-1-14